有人做过modified park test吗
2 个回复 - 3630 次查看
做广义线性回归,想用modified park
test检验一下分布
我的语句是
glm fsje nl xb rylb, family(gamma) link(log)
predict yhat
gen lnyhat=ln(yhat)
gen res=fsje-yhat
gen r2=((res)^2)
glm fsje nl ...
2013-8-19 20:18 - SthYolanda - Stata专版